54 search results - page 3 / 11 » A Stochastic Model for Order Book Dynamics |
ICCS
2004
Springer
14 years 25 days ago
2004
Springer
In dynamic data driven applications modeling accurately the uncertainty of various inputs is a key step of the process. In this paper, we first review the basics of the Karhunen-L...
SIAMCO
2011
13 years 2 months ago
2011
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
ICTAI
2005
IEEE
14 years 1 months ago
2005
IEEE
Stochastic Shortest Path problems (SSPs) can be efficiently dealt with by the Real-Time Dynamic Programming algorithm (RTDP). Yet, RTDP requires that a goal state is always reach...
CIBCB
2007
IEEE
14 years 1 months ago
2007
IEEE
Abstract— This paper presents a parametric model to estimate the DNA-protein binding time using the DNA and protein structures and details of the binding site. To understand the ...
ISPAN
1999
IEEE
13 years 11 months ago
1999
IEEE
Current distributed parallel platforms can provide the resources required to execute a scientific application efficiently. However, when these platforms are shared by multiple use...